The couple were invited to the public school as special guests of ING's "Run for Something Better" campaign, which encourages exercise in schools.
The move coincides with JLo's first concert tour with her hubby, and one dollar from every ticket sold will go towards the campaign.
PS 36 Principal Nilda Rivera, who attended the same elementary school as Anthony, PS 121 in Manhattan, said that the neighbourhood was extremely excited that the couple had agreed to come.
"Everyone is truly excited about this. The best part for me is that the children will have a memory that will last forever," the New York Daily News quoted Rivera, as saying.
Lopez and Anthony, escorted by Bronx Borough President Adolfo Carrion, will watch a race and meet with some students before J.Lo talks to third-, fourth- and fifth-graders about the importance of health.